Problems exist in the field of electronic portfolio management, for example, electronic management of futures contracts portfolios, where fixings processes that are used to determine the market price of an underlying asset to futures contracts during a period of time may not be credible and may not be an accurate representation of the market price of the underlying asset during a fixings time. These problems include, for example, an inability to transform an initial trading portfolio (e.g., a non-hedged portfolio) into, for example, a trading portfolio that is adequately hedged, namely, a transformed trading portfolio (e.g., a hedged portfolio). Such a transformation may be desired, for example, to allow hedging of at least a portion of a portfolio against a “fixings basis” (e.g., a difference between a fixings price (a price resulting from an auction held at a specific time) and an actual market price at the time of fixings) of the underlying asset.
Accordingly, there is a need for systems and methods of transforming one or more initial (e.g., non-hedged) trading portfolios into one or more transformed (e.g., hedged) trading portfolios that solve these and other problems.